Advanced Asset Pricing Theory (Q3076621)

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Advanced Asset Pricing Theory
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    title
    Advanced Asset Pricing Theory (English)
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    DOI
    10.1142/p745
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    author
    Chenghu Ma
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    publication date
    23 February 2011
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    Mathematics Subject Classification ID
    91-01
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    91B25
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    91G20
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    91B50
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    91B16
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    60G05
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    60J65
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    91B70
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    91G30
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    zbMATH DE Number
    5856493
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    zbMATH Keywords
    asset pricing theory
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    risk measures
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    portfolio management
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    discrete-time modeling
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    contingent claims
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    options
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    continuous-time modeling
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    stochastic processes
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    Black-Scholes model
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    interest rates
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    stochastic differential utility
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    sequential choice
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    optimal trading strategy
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    equilibrium asset pricing
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    OpenAlex ID
    W3124909159
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